My preference is Genevieve - and you can establish the nn early on, and there are several beautiful ones to choose from. Evie is particularly cute. I think with the accent heavy on the third syllable the tendency would be toward Eve over Jenny anyway.

Mother of three teenagers: (1) Daniel Glen, (2) Timothy Austin, and (3) Rebecca Jane. All middle names honor family, with Jane used three generations in a row. (A second girl would have been Susanna Eve).

I love both. Penelope probably won't be too popular, just more mainstream.
There is a Genevieve at my school and no one ever has messed up how to pronounce her name. If you call her Eve or Evie, I don't think anyone will ever call her Gen or Genny.